[This message was posted by Ryan Pierce of Lehman Brothers <[EMAIL PROTECTED]> to the "4.2 Changes" discussion forum at http://fixprotocol.org/discuss/5. You can reply to it on-line at http://fixprotocol.org/discuss/read/4ae7ebea - PLEASE DO NOT REPLY BY MAIL.]
An Order Cancel/Replace Request should always consider order quantity to include any shares already traded. In #4, assuming you only want to trade 74 shares in total, including the 1 share already traded, then 38=74. If you send 34=73, then you would be asking the exchange to reduce the order quantity by 1, and 72 shares would be open which, if filled, will result in 73 shares total trading for that order. Assuming you don't want to reduce the total quantity, then in #4 you should send 38=74. Assuming you did that, #5-#7 are incorrect as 38=74, but the LeavesQty's appear correct for the LastShares values given. The final trade should have 150=2 and 39=2, at least in FIX 4.2. Plenty of examples of Cancel/Replace scenarios are in the FIX 4.2 Appendix D. [You can unsubscribe from this discussion group by sending a message to mailto:[EMAIL PROTECTED] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [EMAIL PROTECTED] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
